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Systemic Risk Rankings and Network Centrality in the European Banking Sector
Bruyckere, Valerie De - 2015
This paper presents a methodology to calculate the Systemic Risk Ranking of financial institutions in the European banking sector using publicly available information. The proposed model makes use of the network structure of financial institutions by including the stock return series of all...
Persistent link: https://www.econbiz.de/10013014960
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Interconnected Banks and Systemically Important Exposures
Roncoroni, Alan - 2019
supervisory data set collected by the European Central Bank that covers 26 large banks in the euro area. To assess the impact of …
Persistent link: https://www.econbiz.de/10012858962
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Bank Bias in Europe : Effects on Systemic Risk and Growth
Langfield, Sam - 2015
Europe's financial structure has become strongly bank-based – far more so than in other economies. We document that an … paper concludes by discussing policy solutions to Europe's “bank bias”, which include reducing regulatory favouritism …
Persistent link: https://www.econbiz.de/10013020657
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Bank bias in Europe: effects on systemic risk and growth
Langfield, Sam; Pagano, Marco - 2015
Europe’s financial structure has become strongly bank-based – far more so than in other economies. We document that an … paper concludes by discussing policy solutions to Europe’s “bank bias”, which include reducing regulatory favouritism …
Persistent link: https://www.econbiz.de/10011605842
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Cyclical Systemic Risk and Downside Risks to Bank Profitability
Lang, Jan Hannes - 2020
This paper studies the impact of cyclical systemic risk on future bank profitability for a large representative panel … risk predict large drops in the average bank-level return on assets (ROA) with a lead time of 3-5 years. Based on quantile … local projections we further show that the negative impact of cyclical systemic risk on the left tail of the future bank …
Persistent link: https://www.econbiz.de/10012834322
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Global Models for a Global Pandemic : The Impact of COVID-19 on Small Euro Area Economies
Garcia, Pablo; Jacquinot, Pascal; Lenarčič, Črt; … - 2021
This paper analyses the effects of the COVID-19 pandemic shock on small open economies in a monetary union with an application to the euro area. Accounting for a high degree of openness and a strong dependence on intra and extra union trade, we focus on the size and the direction of...
Persistent link: https://www.econbiz.de/10013323904
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Systemic Risk Diagnostics : Coincident Indicators and Early Warning Signals
Schwaab, Bernd; Koopman, Siem Jan; Lucas, Andre - 2021
components for a large data set comprising the U.S., the EU-27 area, and the respective rest of the world. Credit risk conditions …
Persistent link: https://www.econbiz.de/10013316033
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Financial Integration, Specialization and Systemic Risk
Fecht, Falko - 2012
This paper studies the implications of cross-border financial integration for financial stability when banks' loan portfolios adjust endogenously. Banks can be subject to sectoral and aggregate domestic shocks. After integration they can share these risks in a complete interbank market. When...
Persistent link: https://www.econbiz.de/10013110784
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Does a Leverage Ratio Requirement Increase Bank Stability?
Kiema, Ilkka - 2014
the LRR is no longer the binding capital constraint on them. If the LRR is lower than the average bank's IRB requirement …
Persistent link: https://www.econbiz.de/10013054089
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Banks' Risk-Taking within a Banking Union
Farnè, Matteo; Vouldis, Angelos - 2021
We study the relationship between banks’ size and risk-taking in the context of supranational banking supervision. Consistently with theoretical work on banking unions and in contrast to analyses emphasising incentives underpinned by the too-big-to-fail effect, we find an inverse relationship...
Persistent link: https://www.econbiz.de/10013210707